2020
DOI: 10.1177/1536867x20976339
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Fitting partially linear functional-coefficient panel-data models with Stata

Abstract: In this article, we describe the implementation of fitting partially linear functional-coefficient panel models with fixed effects proposed by An, Hsiao, and Li [2016, Semiparametric estimation of partially linear varying coefficient panel data models in Essays in Honor of Aman Ullah ( Advances in Econometrics, Volume 36)] and Zhang and Zhou (Forthcoming, Econometric Reviews). Three new commands xtplfc, ivxtplfc, and xtdplfc are introduced and illustrated through Monte Carlo simulations to exemplify the effect… Show more

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Cited by 31 publications
(14 citation statements)
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“…Therefore, based on the research of (An et al, 2016) and with reference to (Du et al, 2020c) to estimate the partial linear panel model of the function coefficients, the Stata software package estimates the following models. The specific estimation equation in this paper is set as follows with reference to the reference model Eq.…”
Section: Research Modelmentioning
confidence: 99%
“…Therefore, based on the research of (An et al, 2016) and with reference to (Du et al, 2020c) to estimate the partial linear panel model of the function coefficients, the Stata software package estimates the following models. The specific estimation equation in this paper is set as follows with reference to the reference model Eq.…”
Section: Research Modelmentioning
confidence: 99%
“…The PLFC model is flexible and capable of accommodating the nonlinear structure and the heterogeneity across cross‐sections and time (Du et al, 2020). The PLFC model allows for linearity in some regressors and nonlinearity in others (Du et al, 2020).…”
Section: Resultsmentioning
confidence: 99%
“…To account for nonlinearity in this nexus, we fit a partially linear functional‐coefficient (PLFC) model proposed by Yonghong et al (2016). The PLFC model is semiparametric in nature and accounts for heterogeneity over individuals and times as well as allows for linearity in some regressors and nonlinearity in other regressors (Du et al, 2020). In this study, we consider the effect of economic complexity on environmental degradation nexus as a nonparametric function of income.…”
Section: Methodsmentioning
confidence: 99%
See 1 more Smart Citation
“…3Detailed techniques on the functional-coefficient model can be found in Du et al (2020) and Zhang and Zhou (2021).…”
mentioning
confidence: 99%